S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
27.61%
decreased by 0.55%
1 Week
27.59%
decreased by 0.57%
1 Month
27.53%
decreased by 0.63%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 19.45 | |
| 0.0591 | 24.90 | |
| 0.9445 | 654.96 | |
| -0.0261 | -6.99 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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